Scipy fmin_slsqp error “failed in converting 8th argument `g' of _slsqp.slsqp to C/Fortran array”

Question

I have seen this question or a variant asked elsewhere e.g.

Scipy error using optimization module. Failure converting array to fortran

http://numpy-discussio

Answer 1

Hi I had the same error with the following:

def ptf_returns(weights,returns):

    return pd.DataFrame(np.array(returns).T*(weights)).T.mean().mean()

When I add the following it works:

def ptf_returns(weights,returns):

    return float(pd.DataFrame(np.array(returns).T*(weights)).T.mean().mean())

The bug seems to be oriented around the type() of the response.